The Spill-Over Effects of Cryptocurrencies on Equity and Bonds Market
This study examines the extent to which crypto assets have moved to the mainstream by estimating the potential for spillovers crypto on bond and equity markets using daily data on price volatility and returns. The analysis reveals that the coefficients of the constant variance term, the ARCH and the...
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| Format: | Article |
| Language: | English |
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Tripal Publishing House
2023-07-01
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| Series: | Journal of Economics and Financial Analysis |
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| Online Access: | https://ojs.tripaledu.com/jefa/article/view/81 |